Explained variable | (−20, 20) | (−30, 30) | (−60, 60) | (−90, 90) |
Clsprc | −0.754** | −0.742** | −0.512** | −0.337** |
Daily closing price | (0.355) | (0.301) | (0.210) | (0.165) |
lnDnshrtrd | −0.500*** | −0.430*** | −0.356*** | −0.405*** |
Daily trading shares | (0.0813) | (0.0645) | (0.0443) | (0.0361) |
lnDnvaltrd | −0.586*** | −0.514*** | −0.451*** | −0.494*** |
Daily transaction amount | (0.0894) | (0.0710) | (0.0484) | (0.0387) |